-55.5%
NVTS vs CCEP
+26.8%
-82.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.1% | +7.7% |
| 7D | +7.9% | +1.8% | +6.2% | +10.2% |
| 30D | +0.8% | +12.2% | -11.4% | +15.4% |
| 3M | -26.0% | +10.7% | -36.6% | -16.3% |
| 6M | -55.5% | +27.5% | -83.0% | -42.0% |
| All | -55.5% | +26.8% | -82.3% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded CCEP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling